+163.2%
OXY vs FTV
-3.0%
+166.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.9% |
| 7D | +1.4% | -5.2% | +6.6% | +3.0% |
| 30D | +4.0% | -11.5% | +15.5% | +7.9% |
| 3M | +7.6% | -9.0% | +16.6% | +10.0% |
| 6M | +16.2% | -2.0% | +18.2% | +14.9% |
| YTD | +50.8% | -0.9% | +51.8% | +47.7% |
| 1Y | +34.7% | +14.8% | +19.9% | +24.3% |
| 3Y | -1.0% | -5.5% | +4.5% | -3.4% |
| 5Y | +163.2% | -1.9% | +165.0% | +150.9% |
| All | +163.2% | -3.0% | +166.2% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling